On 1/5/07, Tim Hochberg <[EMAIL PROTECTED]> wrote:
Matt Knox wrote: > I made a post about this a while ago on the scipy-user mailing list, but I didn't receive much of a response so I'm just throwing it out there again (with more detail) in case it got overlooked. > > Basically, I'd like to be able to do accumulate operations with custom functions. numpy.vectorize does not seem to provide an accumulate method with the functions it returns. Note that if you are looking for speed, numpy.vectorize is probably not what you are looking for even if it did work for this sort of stuff. > I'm hoping I don't have to write ufuncs in C to accomplish this, but I fear that may the case. Either way, it would be nice to know if it can, or cannot be done in an easy manner. > > I have lots of examples of where this kind of thing is useful, but I'll just outline two for now. > [SNIP] It is not obvious how to write these using numpy's primitives. You might want to look into one of psyco, pyrex or weave. Psyco's probably the easiest, but will get you the smallest (although still large) speed gain, if you use psyco there are some tricks I could suggest for speeding it up. Pyrex is probably the most polished, but I haven't used it with numpy so I can't comment on how natural that is. -tim
I think what he needs is something like a linear prediction code or a IIP filter. The place to look would be in scipy, either in signal processing or statistics (ARMA). I don't know that it is there, but it might (should) be. Chuck
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